@barchart/portfolio-api-common 1.2.52 → 1.2.56

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Files changed (6) hide show
  1. package/lib/data/InstrumentType.js +19 -5
  2. package/lib/data/TransactionType.js +2 -2
  3. package/lib/data/TransactionValidator.js +3 -1
  4. package/package.json +1 -1
  5. package/test/SpecRunner.js +40 -13
  6. package/test/specs/data/TransactionValidatorSpec.js +15 -4
package/lib/data/InstrumentType.js CHANGED
@@ -19,10 +19,11 @@ module.exports = (() => {
19
19
  * @param {Boolean} canSwitchDirection
20
20
  * @param {Boolean} usesSymbols
21
21
  * @param {Boolean} hasCorporateActions
22
+ * @param {Number} closeFractional
22
23
  * @param {Function} generator
23
24
  */
24
25
  class InstrumentType extends Enum {
25
- constructor(code, description, alternateDescription, canReinvest, canShort, canSwitchDirection, usesSymbols, hasCorporateActions, generator) {
26
+ constructor(code, description, alternateDescription, canReinvest, canShort, canSwitchDirection, usesSymbols, hasCorporateActions, closeFractional, generator) {
26
27
  super(code, description);
27
28
 
28
29
  assert.argumentIsRequired(alternateDescription, 'alternateDescription', String);
@@ -31,6 +32,7 @@ module.exports = (() => {
31
32
  assert.argumentIsRequired(canSwitchDirection, 'canSwitchDirection', Boolean);
32
33
  assert.argumentIsRequired(usesSymbols, 'usesSymbols', Boolean);
33
34
  assert.argumentIsRequired(hasCorporateActions, 'hasCorporateActions', Boolean);
35
+ assert.argumentIsRequired(closeFractional, 'closeFractional', Boolean);
34
36
  assert.argumentIsRequired(generator, 'generator', Function);
35
37
 
36
38
  this._alternateDescription = alternateDescription;
@@ -39,6 +41,7 @@ module.exports = (() => {
39
41
  this._canSwitchDirection = canSwitchDirection;
40
42
  this._usesSymbols = usesSymbols;
41
43
  this._hasCorporateActions = hasCorporateActions;
44
+ this._closeFractional = closeFractional;
42
45
 
43
46
  this._generator = generator;
44
47
  }
@@ -104,6 +107,17 @@ module.exports = (() => {
104
107
  return this._hasCorporateActions;
105
108
  }
106
109
 
110
+ /**
111
+ * Indicates if fractional shares should be closed when the position
112
+ * size is less than one (or some of the fractional shares are closed).
113
+ *
114
+ * @public
115
+ * @returns {Boolean}
116
+ */
117
+ get closeFractional() {
118
+ return this._closeFractional;
119
+ }
120
+
107
121
  /**
108
122
  * Generates an identifier for the instrument.
109
123
  *
@@ -201,10 +215,10 @@ module.exports = (() => {
201
215
  }
202
216
  }
203
217
 
204
- const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false, true, false, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
205
- const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true, false, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
206
- const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, false, false, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
207
- const other = new InstrumentType('OTHER', 'other', 'Other', false, false, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
218
+ const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false, true, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
219
+ const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true, false, true, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
220
+ const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, false, false, true, true, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
221
+ const other = new InstrumentType('OTHER', 'other', 'Other', false, false, false, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
208
222
 
209
223
  const map = { };
210
224
 
package/lib/data/TransactionType.js CHANGED
@@ -395,10 +395,10 @@ module.exports = (() => {
395
395
  const sell = new TransactionType('S', 'Sell', 'Sell', 0, false, true, false, false, true, false, false, false, true);
396
396
  const buyShort = new TransactionType('BS', 'Buy To Cover', 'Buy To Cover', 0, true, false, false, false, true, false, false, false, true);
397
397
  const sellShort = new TransactionType('SS', 'Sell Short', 'Sell Short', 0, false, true, false, true, false, false, false, true, true);
398
- const dividend = new TransactionType('DV', 'Dividend', 'Dividend', 0, false, false, true, false, false, false, true, false, false);
398
+ const dividend = new TransactionType('DV', 'Dividend', 'Dividend', 1, false, false, true, false, false, false, true, false, false);
399
399
  const dividendReinvest = new TransactionType('DX', 'Dividend (Reinvested)', 'Dividend Reinvest', 1, false, false, false, true, false, false, true, false, false);
400
400
  const dividendStock = new TransactionType('DS', 'Dividend (Stock)', 'Dividend Stock', 1, false, false, false, true, false, false, true, false, false);
401
- const split = new TransactionType('SP', 'Split', 'Split', 2, false, false, false, true, false, false, true, false, false);
401
+ const split = new TransactionType('SP', 'Split', 'Split', 1, false, false, false, true, false, false, true, false, false);
402
402
  const fee = new TransactionType('F', 'Fee', 'Fee', 0, false, false, false, false, false, true, false, false, false);
403
403
  const feeUnits = new TransactionType('FU', 'Fee Units', 'Fee', 0, false, false, false, false, true, false, false, false, false);
404
404
 
package/lib/data/TransactionValidator.js CHANGED
@@ -82,7 +82,9 @@ module.exports = (() => {
82
82
  static getInvalidIndex(transactions) {
83
83
  assert.argumentIsArray(transactions, 'transactions');
84
84
 
85
- return transactions.findIndex((t, i) => t.sequence !== (i + 1) || (i !== 0 && t.date.getIsBefore(transactions[i - 1].date)));
85
+ return transactions.findIndex((t, i, a) => t.sequence !== (i + 1) || (i !== 0 && t.date.getIsBefore(a[ i - 1 ].date)));
86
+
87
+ //return transactions.findIndex((t, i, a) => t.sequence !== (i + 1) || (i !== 0 && t.date.getIsBefore(a[ i - 1 ].date)) || (i !== 0 && t.date.getIsEqual(a[i - 1].date) && t.type.sequence < a[i - 1].type.sequence));
86
88
  }
87
89
 
88
90
  /**
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@barchart/portfolio-api-common",
3
- "version": "1.2.52",
3
+ "version": "1.2.56",
4
4
  "description": "Common classes used by the Portfolio system",
5
5
  "author": {
6
6
  "name": "Bryan Ingle",
package/test/SpecRunner.js CHANGED
@@ -20,10 +20,11 @@ module.exports = (() => {
20
20
  * @param {Boolean} canSwitchDirection
21
21
  * @param {Boolean} usesSymbols
22
22
  * @param {Boolean} hasCorporateActions
23
+ * @param {Number} closeFractional
23
24
  * @param {Function} generator
24
25
  */
25
26
  class InstrumentType extends Enum {
26
- constructor(code, description, alternateDescription, canReinvest, canShort, canSwitchDirection, usesSymbols, hasCorporateActions, generator) {
27
+ constructor(code, description, alternateDescription, canReinvest, canShort, canSwitchDirection, usesSymbols, hasCorporateActions, closeFractional, generator) {
27
28
  super(code, description);
28
29
 
29
30
  assert.argumentIsRequired(alternateDescription, 'alternateDescription', String);
@@ -32,6 +33,7 @@ module.exports = (() => {
32
33
  assert.argumentIsRequired(canSwitchDirection, 'canSwitchDirection', Boolean);
33
34
  assert.argumentIsRequired(usesSymbols, 'usesSymbols', Boolean);
34
35
  assert.argumentIsRequired(hasCorporateActions, 'hasCorporateActions', Boolean);
36
+ assert.argumentIsRequired(closeFractional, 'closeFractional', Boolean);
35
37
  assert.argumentIsRequired(generator, 'generator', Function);
36
38
 
37
39
  this._alternateDescription = alternateDescription;
@@ -40,6 +42,7 @@ module.exports = (() => {
40
42
  this._canSwitchDirection = canSwitchDirection;
41
43
  this._usesSymbols = usesSymbols;
42
44
  this._hasCorporateActions = hasCorporateActions;
45
+ this._closeFractional = closeFractional;
43
46
 
44
47
  this._generator = generator;
45
48
  }
@@ -105,6 +108,17 @@ module.exports = (() => {
105
108
  return this._hasCorporateActions;
106
109
  }
107
110
 
111
+ /**
112
+ * Indicates if fractional shares should be closed when the position
113
+ * size is less than one (or some of the fractional shares are closed).
114
+ *
115
+ * @public
116
+ * @returns {Boolean}
117
+ */
118
+ get closeFractional() {
119
+ return this._closeFractional;
120
+ }
121
+
108
122
  /**
109
123
  * Generates an identifier for the instrument.
110
124
  *
@@ -202,10 +216,10 @@ module.exports = (() => {
202
216
  }
203
217
  }
204
218
 
205
- const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false, true, false, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
206
- const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true, false, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
207
- const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, false, false, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
208
- const other = new InstrumentType('OTHER', 'other', 'Other', false, false, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
219
+ const cash = new InstrumentType('CASH', 'cash', 'Cash', false, false, true, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.currency.code}`);
220
+ const equity = new InstrumentType('EQUITY', 'equity', 'Equities', true, true, false, true, true, true, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
221
+ const fund = new InstrumentType('FUND', 'mutual fund', 'Funds', true, false, false, true, true, false, (instrument) => `BARCHART-${instrument.type.code}-${instrument.symbol.barchart}`);
222
+ const other = new InstrumentType('OTHER', 'other', 'Other', false, false, false, false, false, false, (instrument) => `BARCHART-${instrument.type.code}-${uuid.v4()}`);
209
223
 
210
224
  const map = { };
211
225
 
@@ -1018,10 +1032,10 @@ module.exports = (() => {
1018
1032
  const sell = new TransactionType('S', 'Sell', 'Sell', 0, false, true, false, false, true, false, false, false, true);
1019
1033
  const buyShort = new TransactionType('BS', 'Buy To Cover', 'Buy To Cover', 0, true, false, false, false, true, false, false, false, true);
1020
1034
  const sellShort = new TransactionType('SS', 'Sell Short', 'Sell Short', 0, false, true, false, true, false, false, false, true, true);
1021
- const dividend = new TransactionType('DV', 'Dividend', 'Dividend', 0, false, false, true, false, false, false, true, false, false);
1035
+ const dividend = new TransactionType('DV', 'Dividend', 'Dividend', 1, false, false, true, false, false, false, true, false, false);
1022
1036
  const dividendReinvest = new TransactionType('DX', 'Dividend (Reinvested)', 'Dividend Reinvest', 1, false, false, false, true, false, false, true, false, false);
1023
1037
  const dividendStock = new TransactionType('DS', 'Dividend (Stock)', 'Dividend Stock', 1, false, false, false, true, false, false, true, false, false);
1024
- const split = new TransactionType('SP', 'Split', 'Split', 2, false, false, false, true, false, false, true, false, false);
1038
+ const split = new TransactionType('SP', 'Split', 'Split', 1, false, false, false, true, false, false, true, false, false);
1025
1039
  const fee = new TransactionType('F', 'Fee', 'Fee', 0, false, false, false, false, false, true, false, false, false);
1026
1040
  const feeUnits = new TransactionType('FU', 'Fee Units', 'Fee', 0, false, false, false, false, true, false, false, false, false);
1027
1041
 
@@ -1125,7 +1139,9 @@ module.exports = (() => {
1125
1139
  static getInvalidIndex(transactions) {
1126
1140
  assert.argumentIsArray(transactions, 'transactions');
1127
1141
 
1128
- return transactions.findIndex((t, i) => t.sequence !== (i + 1) || (i !== 0 && t.date.getIsBefore(transactions[i - 1].date)));
1142
+ return transactions.findIndex((t, i, a) => t.sequence !== (i + 1) || (i !== 0 && t.date.getIsBefore(a[ i - 1 ].date)));
1143
+
1144
+ //return transactions.findIndex((t, i, a) => t.sequence !== (i + 1) || (i !== 0 && t.date.getIsBefore(a[ i - 1 ].date)) || (i !== 0 && t.date.getIsEqual(a[i - 1].date) && t.type.sequence < a[i - 1].type.sequence));
1129
1145
  }
1130
1146
 
1131
1147
  /**
@@ -17212,13 +17228,14 @@ describe('After the PositionSummaryFrame enumeration is initialized', () => {
17212
17228
  },{"./../../../lib/data/PositionSummaryFrame":3,"./../../../lib/data/TransactionType":4,"@barchart/common-js/lang/Day":21,"@barchart/common-js/lang/Decimal":22}],53:[function(require,module,exports){
17213
17229
  const Day = require('@barchart/common-js/lang/Day');
17214
17230
 
17215
- const TransactionValidator = require('./../../../lib/data/TransactionValidator');
17231
+ const TransactionType = require('./../../../lib/data/TransactionType'),
17232
+ TransactionValidator = require('./../../../lib/data/TransactionValidator');
17216
17233
 
17217
17234
  describe('When validating transaction order', () => {
17218
17235
  'use strict';
17219
17236
 
17220
- const build = (sequence, day) => {
17221
- return { sequence: sequence, date: Day.parse(day) };
17237
+ const build = (sequence, day, type) => {
17238
+ return { sequence: sequence, date: Day.parse(day), type: (type || TransactionType.BUY ) };
17222
17239
  };
17223
17240
 
17224
17241
  it('An array of zero transactions should be valid', () => {
@@ -17229,8 +17246,18 @@ describe('When validating transaction order', () => {
17229
17246
  expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-04-30'), build(3, '2018-04-30') ])).toEqual(true);
17230
17247
  });
17231
17248
 
17249
+ /*
17250
+ it('An array of transactions with ordered sequences, on the same day should be valid, where a dividend occurs last, should be valid', () => {
17251
+ expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-04-30', TransactionType.DIVIDEND) ])).toEqual(true);
17252
+ });
17253
+
17254
+ it('An array of transactions with ordered sequences, on the same day should be valid, where a dividend occurs first, should not be valid', () => {
17255
+ expect(TransactionValidator.validateOrder([ build(1, '2018-04-30', TransactionType.DIVIDEND), build(2, '2018-04-30') ])).toEqual(false);
17256
+ });
17257
+ */
17258
+
17232
17259
  it('An array of transactions with ordered sequences, on the sequential days should be valid', () => {
17233
- expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-05-01'), build(3, '2018-05-02') ])).toEqual(true);
17260
+ expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-05-01'), build(3, '2018-05-02', TransactionType.DIVIDEND) ])).toEqual(true);
17234
17261
  });
17235
17262
 
17236
17263
  it('An array of transactions with ordered sequences (starting after one), on the same day should not be valid', () => {
@@ -17291,7 +17318,7 @@ describe('When requesting all the user-initiated transaction types', () => {
17291
17318
  expect(userInitiated.length).toEqual(9);
17292
17319
  });
17293
17320
  });
17294
- },{"./../../../lib/data/TransactionValidator":5,"@barchart/common-js/lang/Day":21}],54:[function(require,module,exports){
17321
+ },{"./../../../lib/data/TransactionType":4,"./../../../lib/data/TransactionValidator":5,"@barchart/common-js/lang/Day":21}],54:[function(require,module,exports){
17295
17322
  const Currency = require('@barchart/common-js/lang/Currency'),
17296
17323
  Decimal = require('@barchart/common-js/lang/Decimal');
17297
17324
 
package/test/specs/data/TransactionValidatorSpec.js CHANGED
@@ -1,12 +1,13 @@
1
1
  const Day = require('@barchart/common-js/lang/Day');
2
2
 
3
- const TransactionValidator = require('./../../../lib/data/TransactionValidator');
3
+ const TransactionType = require('./../../../lib/data/TransactionType'),
4
+ TransactionValidator = require('./../../../lib/data/TransactionValidator');
4
5
 
5
6
  describe('When validating transaction order', () => {
6
7
  'use strict';
7
8
 
8
- const build = (sequence, day) => {
9
- return { sequence: sequence, date: Day.parse(day) };
9
+ const build = (sequence, day, type) => {
10
+ return { sequence: sequence, date: Day.parse(day), type: (type || TransactionType.BUY ) };
10
11
  };
11
12
 
12
13
  it('An array of zero transactions should be valid', () => {
@@ -17,8 +18,18 @@ describe('When validating transaction order', () => {
17
18
  expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-04-30'), build(3, '2018-04-30') ])).toEqual(true);
18
19
  });
19
20
 
21
+ /*
22
+ it('An array of transactions with ordered sequences, on the same day should be valid, where a dividend occurs last, should be valid', () => {
23
+ expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-04-30', TransactionType.DIVIDEND) ])).toEqual(true);
24
+ });
25
+
26
+ it('An array of transactions with ordered sequences, on the same day should be valid, where a dividend occurs first, should not be valid', () => {
27
+ expect(TransactionValidator.validateOrder([ build(1, '2018-04-30', TransactionType.DIVIDEND), build(2, '2018-04-30') ])).toEqual(false);
28
+ });
29
+ */
30
+
20
31
  it('An array of transactions with ordered sequences, on the sequential days should be valid', () => {
21
- expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-05-01'), build(3, '2018-05-02') ])).toEqual(true);
32
+ expect(TransactionValidator.validateOrder([ build(1, '2018-04-30'), build(2, '2018-05-01'), build(3, '2018-05-02', TransactionType.DIVIDEND) ])).toEqual(true);
22
33
  });
23
34
 
24
35
  it('An array of transactions with ordered sequences (starting after one), on the same day should not be valid', () => {